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House Prices, Second Mortgages and Household Savings; An Empirical Investigation for the Netherlands, 1987-1994

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Author Info
Jan Rouwendal () (Vrije Universiteit Amsterdam)
Rob Alessie () (Vrije Universiteit Amsterdam)

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Abstract

Since the beginnings of the eighties house prices in the Netherlands have increased steadily and considerably. In this paper we study the effect of this development on the demand for second mortgages and on the savings of Dutch households. We use the data of the Dutch socio-economic panel for the years 1987-1994. These data contain self-reported values of the houses of owner- occupiers, which are shown to correspond to the median sales prices provided by the Dutch Association of Realtors. Households therefore seem to be well aware of the increase in the value of their house. We use panel data methods to investigate the effect of house prices on (i) the number and size of second mortgages, (ii) the savings of owner-occupiers and (iii) the savings of renters that may be considered as would-be owners. We find a significant effect of home equity on the demand for second mortgages. Savings of homeowners decrease when house prices accelerate. We find no evidence that inc! reased demand for mortgage loans is caused by substitution from other forms of consumer credit. Contrary to results reported in the literature, we find no evidence of an increase in savings of would-be owners caused by higher house prices.

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Publisher Info
Paper provided by Tinbergen Institute in its series Tinbergen Institute Discussion Papers with number 02-074/3.

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Date of creation: 15 Jul 2002
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Handle: RePEc:dgr:uvatin:20020074

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Web page: http://www.tinbergen.nl/

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Related research
Keywords: House Prices; Mortgages; Savings; Consumption; Panel Data.;

Find related papers by JEL classification:
E21 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages
R31 - Urban, Rural, and Regional Economics - - Production Analysis and Firm Location - - - Housing Supply and Markets

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  1. E Philip Davis & Haibin Zhu, 2004. "Commercial property prices and bank performance," Economics and Finance Discussion Papers 04-19, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
    Other versions:
  2. Anna van der Schors & Rob J.M. Alessie & Mauro Mastrogiacomo, 2007. "Home and Mortgage Ownership of the Dutch Elderly: Explaining Cohort, Time and Age Effects," Social and Economic Dimensions of an Aging Population Research Papers 183, McMaster University. [Downloadable!]
  3. Anna van der Schors & Rob J.M. Alessie & Mauro Mastrogiacomo, 2007. "Home and Mortgage Ownership of the Dutch Elderly," CPB Discussion Papers 77, CPB Netherlands Bureau for Economic Policy Analysis. [Downloadable!]
  4. Anna Schors & Rob Alessie & Mauro Mastrogiacomo, 2007. "Notes and Communications," De Economist, Springer, vol. 155(1), pages 99-121, March. [Downloadable!] (restricted)
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